Pages that link to "Item:Q3817480"

The following pages link to Robust multiple time series modelling (Q3817480):

Displaying 8 items.

• Robust modelling of periodic vector autoregressive time series (Q466531) (← links)
• On robust forecasting in dynamic vector time series models (Q951052) (← links)
• On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
• On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. (Q1871331) (← links)
• Robust estimation for the covariance matrix of multivariate time series based on normal mixtures (Q2359465) (← links)
• Weighted<i>L</i>₁-estimates for a VAR(<i>p</i>) time series model (Q3523678) (← links)
• Multivariate Autoregressive Time Series Using Schweppe Weighted Wilcoxon Estimates (Q5280271) (← links)
• A Robust Regression Model for a First-Order Autoregressive Time Series with Unequal Spacing: Application to Water Monitoring (Q5757794) (← links)